+250.9%
PM vs FCEL
-99.1%
+350.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.0% | +5.6% | +0.7% |
| 7D | -6.6% | -8.3% | +1.7% | -6.5% |
| 30D | -3.4% | -43.0% | +39.5% | -2.7% |
| 3M | +5.3% | -48.2% | +53.5% | +6.1% |
| 6M | +15.5% | -25.0% | +40.5% | +14.6% |
| YTD | +24.3% | +40.6% | -16.4% | +21.3% |
| 1Y | +29.7% | +36.0% | -6.3% | +26.5% |
| 3Y | +144.9% | -66.7% | +211.6% | +141.0% |
| 5Y | +159.0% | -96.7% | +255.7% | +163.6% |
| 10Y | +250.9% | -99.0% | +350.0% | +230.0% |
| All | +250.9% | -99.1% | +350.1% | +230.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FCEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling